Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47314.02 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45920.2 Kr¶

PnL: ---------------------------------------> -968.37 Kr¶

DD now: ---------------------------------> -2.706 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 10:50:12.443170'

Anic Portfolio¶

Today¶

Return: -0.254 %¶

This Week¶

Return: -1.25 %¶

Total¶

Return: 54.894 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 15.560000 799.200000 126.200000 18.750000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.990000 3441.600000 64.600000 1.910000 3377.000000
Intrum 4 7.880000 572.000000 45.000000 8.540000 527.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.480000 393.900000 38.900000 10.960000 355.000000
AcadeMedia 12 -0.410000 583.200000 26.200000 4.700000 557.000004
Corem Property Group B 59 -2.290000 602.980000 25.980000 4.500000 576.999999
Resurs Holding 22 -0.950000 596.200000 22.200000 3.870000 573.999998
Boozt 12 -0.070000 1666.800000 12.800000 0.770000 1653.999996
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
OEM International B 7 -0.520000 534.800000 6.800000 1.290000 527.999997
Securitas B 6 -0.580000 575.400000 5.400000 0.950000 570.000000
Swedbank A 3 -1.810000 569.250000 5.250000 0.930000 564.000000
Coor Service Management Hold. 8 0.150000 536.000000 4.000000 0.750000 532.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.190000 247.200000 1.200000 0.490000 246.000000
CTEK 13 -0.290000 527.540000 -6.460000 -1.210000 533.999999
Handelsbanken A 5 -1.440000 532.000000 -14.000000 -2.560000 546.000000
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Nordea Bank Abp 29 -1.020000 3433.600000 -20.400000 -0.590000 3453.999992
Beijer Electronics Group 26 -6.290000 2943.200000 -27.800000 -0.940000 2971.000006
Essity B 2 -4.430000 534.400000 -39.600000 -6.900000 574.000000
International Petroleum Corp. 5 -0.270000 551.000000 -43.570000 -7.330000 594.565215
Vivesto 1368 1.490000 541.450000 -71.550000 -11.670000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Essity A 4 -4.290000 1070.000000 -79.000000 -6.880000 1149.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
OX2 18 0.320000 1407.600000 -256.400000 -15.410000 1663.999992
Axfood 13 -2.690000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45920.200000 -968.370000 -2.70589% 46888.564618

Updated:¶

'2023-01-26 10:50:25.338880'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶